Angang Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.17% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1270 | 19.07 | |
| 0.1125 | 25.23 | |
| 0.8821 | 282.18 | |
| -0.0261 | -3.81 |
Estimation Period:
Dec 26, 1997 to Feb 6, 2026
Dec 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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